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QSS

Quantitative Systematic Strategies Portfolio holdings

AUM $11.5M
1-Year Est. Return 21.96%
This Fund
S&P 500
This Quarter Est. Return
+7.21%
1 Year Est. Return
+21.96%
3 Year Est. Return
+132.64%
5 Year Est. Return
+157.08%
10 Year Est. Return
–
AUM
$287M
AUM Growth
-$360M
Cap. Flow
-$387M
Cap. Flow %
-135.05%
Top 10 Hldgs %
10.87%
Holding
738
New
146
Increased
49
Reduced
252
Closed
290

Top Buys

Rank Stock Value
1
HUM icon
Humana
HUM
+$2.54M
2
WMT icon
Walmart Inc
WMT
+$2.14M
3
NTR icon
Nutrien
NTR
+$1.93M
4
TXRH icon
Texas Roadhouse
TXRH
+$1.73M
5
CMCSA icon
Comcast
CMCSA
+$1.73M

Top Sells

Rank Stock Value
1
MRK icon
Merck
MRK
+$5.62M
2
CRL icon
Charles River Laboratories
CRL
+$5.44M
3
META icon
Meta Platforms (Facebook)
META
+$5.36M
4
MA icon
Mastercard
MA
+$4.89M
5
RTX icon
RTX Corp
RTX
+$4.51M

Sector Composition

Rank Sector Weight
1 Healthcare 17.13%
2 Consumer Discretionary 11.96%
3 Industrials 11.26%
4 Real Estate 10.5%
5 Financials 10.07%
Name Market Value Portfolio Weight Shares or Principal Change
in Stake 		Capital Flow
RH icon
76
RH
RH
$3.16B
$949K 0.33%
+1,397
New +$907K
IFF icon
77
International Flavors & Fragrances
IFF
$18.5B
$940K 0.33%
+6,290
New +$903K
MS icon
78
Morgan Stanley
MS
$338B
$934K 0.33%
10,190
-4,502
-31% -$386K
SYNH
79
DELISTED
Syneos Health, Inc. Class A Common Stock
SYNH
$928K 0.32%
10,369
-3,378
-25% -$285K
A icon
80
Agilent Technologies
A
$39.2B
$923K 0.32%
+6,247
New +$852K
ARNA
81
DELISTED
Arena Pharmaceuticals Inc
ARNA
$917K 0.32%
13,452
-11,649
-46% -$759K
EDU icon
82
New Oriental
EDU
$7.83B
$914K 0.32%
6,982
-6,569
-48% -$797K
ELS icon
83
Equity Lifestyle Properties
ELS
$12.7B
$912K 0.32%
12,271
-25,267
-67% -$1.79M
AMP icon
84
Ameriprise Financial
AMP
$47.1B
$907K 0.32%
3,643
-6,389
-64% -$1.61M
ASO icon
85
Academy Sports + Outdoors
ASO
$2.99B
$906K 0.32%
21,979
-20,730
-49% -$726K
ARMK icon
86
Aramark
ARMK
$15B
$903K 0.32%
+33,567
New +$921K
BIIB icon
87
Biogen
BIIB
$29.8B
$899K 0.31%
2,597
-156
-6% -$47.3K
GE icon
88
GE Aerospace
GE
$362B
$897K 0.31%
13,368
-1,320
-9% -$88.1K
HUBS icon
89
HubSpot
HUBS
$9.94B
$892K 0.31%
1,531
-2,084
-58% -$1.09M
TWLO icon
90
Twilio
TWLO
$27.5B
$892K 0.31%
2,263
-4,807
-68% -$1.67M
AIZ icon
91
Assurant
AIZ
$13.5B
$874K 0.31%
5,598
-6,981
-55% -$1.09M
EGP icon
92
EastGroup Properties
EGP
$11.5B
$870K 0.3%
5,288
-10,259
-66% -$1.62M
VRNS icon
93
Varonis Systems
VRNS
$5.17B
$866K 0.3%
15,032
-28,721
-66% -$1.5M
ZBH icon
94
Zimmer Biomet
ZBH
$17.3B
$866K 0.3%
5,548
-8,205
-60% -$1.33M
ACHC icon
95
Acadia Healthcare
ACHC
$3.15B
$860K 0.3%
13,700
-22,248
-62% -$1.4M
ALGN icon
96
Align Technology
ALGN
$12B
$859K 0.3%
1,406
-409
-23% -$242K
SGI
97
Somnigroup International
SGI
$14.5B
$842K 0.29%
21,496
-30,034
-58% -$1.15M
CPT icon
98
Camden Property Trust
CPT
$11.2B
$835K 0.29%
6,292
-16,533
-72% -$2.05M
STZ icon
99
Constellation Brands
STZ
$22.1B
$834K 0.29%
3,566
-7,249
-67% -$1.7M
BBWI icon
100
Bath & Body Works
BBWI
$3.89B
$831K 0.29%
14,265
+4,107
+40% +$222K
2 3
4
5 6

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CBT
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FSCP
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RG
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Quantitative Systematic Strategies's Q2 2021 Portfolio in Review

As of Q2 2021, Quantitative Systematic Strategies held 738 positions worth $287M, down 56% from $646M the previous quarter. Its ten largest holdings account for 11% of the portfolio.

Quantitative Systematic Strategies withdrew a net $387M in Q2 2021, closing 290 positions and reducing 252 holdings. Its most notable exit was Merck, an estimated $5.62M position sold in full.

By sector, the portfolio is most concentrated in Healthcare at 17% of assets, down from 18% a quarter earlier, followed by Consumer Discretionary and Industrials.

Against the trend, Quantitative Systematic Strategies opened a new position in Humana worth $2.57M.

  • Quantitative Systematic Strategies's largest Q2 2021 buy was Humana: 5,807 shares worth $2.57M.
  • Quantitative Systematic Strategies added most to NNN REIT in Q2 2021, an estimated $1.18M increase.
  • Quantitative Systematic Strategies's biggest Q2 2021 reduction was Charles River Laboratories, cutting an estimated $5.44M.
  • Quantitative Systematic Strategies fully exited Merck in Q2 2021, selling an estimated $5.62M.
  • Quantitative Systematic Strategies's ten largest holdings make up 11% of its $287M portfolio in Q2 2021.
  • Quantitative Systematic Strategies opened 146 new positions and closed 290 in Q2 2021.
  • Quantitative Systematic Strategies's portfolio value fell 56% quarter-over-quarter to $287M.

Based on Quantitative Systematic Strategies's 13F filing for Q2 2021, filed 5 Aug 2021.